On the transformation of diffusion processes into the Feller process

DOI10.1016/0025-5564(76)90104-8MaRDI QIDQ1230472zbMATH OpenOpenAlexFDO

Authors Renato M. Capocelli, L. M. Ricciardi

Publication date 1976

Published in Mathematical Biosciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0025-5564(76)90104-8

Mathematics Subject Classification ID

Diffusion processes (60J60)

Cites work

• A study of some diffusion models of population growth
• Diffusion Processes in One Dimension
• scientific article; zbMATH DE number 3148796 (Why is no real title available?)
• scientific article; zbMATH DE number 3240796 (Why is no real title available?)
• scientific article; zbMATH DE number 3069600 (Why is no real title available?)
• On the transformation of diffusion processes into the Wiener process
• The parabolic differential equations and the associated semigroups of transformation
• Two singular diffusion problems

Cited in

(12)

• On transformations of linear diffusions into continuous state branching
• Diffusion approximation to a queueing system with time-dependent arrival and service rates
• Time-inhomogeneous Feller-type diffusion process with absorbing boundary condition
• On the construction of a special class of time-inhomogeneous diffusion processes
• A multispecies birth-death-immigration process and its diffusion approximation
• Analysis of reflected diffusions via an exponential time-based transformation
• Approximation of the first passage time density of a Wiener process to an exponentially decaying boundary by two-piecewise linear threshold. Application to neuronal spiking activity
• A copula-based method to build diffusion models with prescribed marginal and serial dependence
• Stochastic integrate and fire models: a review on mathematical methods and their applications
• Joint densities of first hitting times of a diffusion process through two time-dependent boundaries
• Exact simulation of the first-passage time of diffusions to time-dependent thresholds
• First passage times of two-dimensional correlated processes: analytical results for the Wiener process and a numerical method for diffusion processes

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